+100.8%
STM vs ODFL
+21.5%
+79.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.5% |
| 7D | +1.7% | -3.0% | +4.7% | +3.1% |
| 30D | -5.2% | -14.3% | +9.1% | +2.0% |
| 3M | -29.6% | -26.7% | -2.9% | -18.6% |
| 6M | +54.4% | -7.5% | +61.8% | +57.5% |
| YTD | +99.5% | +16.5% | +83.0% | +72.2% |
| 1Y | +100.8% | +23.5% | +77.2% | +64.8% |
| All | +100.8% | +21.5% | +79.2% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling